Wilbert van den Hout
| Date of Ph.D. defense: | March 27, 1996 |
| Title of thesis: | The Power-Series Algorithm - A Numerical Approach to Markov Processes |
| ISBN: | 90 5668 011 0 |
| Promotors: | Dr. Onno Boxma and Dr.Hans Blanc |
Abstract:
The development of computer and communication networks and flexible manufacturing
systems has led to new and interesting multidimensional queueing models. The Power-Series
Algorithm is a numerical method to analyze and optimize the performance of such models. In
this thesis, the applicability of the algorithm is extended. This is illustrated by introducing and
analyzing a wide class of queueing networks with very general dependencies between the
different queues. The theoretical basis of the algorithm is strengthened by proving analyticity of
the steady-state distribution in light traffic and finding remedies for previous imperfections of the
method. Applying similar ideas to the transient distribution renders new analyticity results.
Various aspects of Markov processes, analytic functions and extrapolation methods are
reviewed, necessary for a thorough understanding and efficient implementation of the
Power-Series Algorithm.
Global / English